Central limit theorems for high dimensional dependent data

Keyphrases

• Central Limit Theorem 100%
• Dependent Data 100%
• Inference Problem 100%
• Statistical Inference 100%
• Convex Set 100%
• Parametric Bootstrap 100%
• Physical Dependence Measure 100%
• Error Bound 50%
• Fast Rates 50%
• Change Point Detection 50%
• Quantitative Effects 50%
• Covariance Matrix 50%
• Gaussian Random Vector 50%
• Confidence Region 50%
• Approximation Results 50%
• Convergence Rate 50%
• Gaussian Approximation 50%
• Temporal Dependence 50%
• Bootstrap Method 50%
• Time Series Data 50%
• Precision Matrix 50%
• Random Vector 50%
• High-dimensional Time Series 50%
• Mean Vector 50%
• Bootstrap Approximation 50%
• Hyperrectangle 50%
• Kernel Estimator 50%
• Long-run Covariance Matrix 50%
• M-dependent 50%
• Time Series Data Analysis 50%
• Non-asymptotic Error Bound 50%

Mathematics

• Gaussian Distribution 100%
• Central Limit Theorem 100%
• Dependent Data 100%
• Error Bound 66%
• Random Vector 66%
• Inferential Statistics 66%
• Convex Set 66%
• Time Series Data 66%
• Parametric Bootstrap 66%
• Matrix (Mathematics) 33%
• Covariance 33%
• Confidence Region 33%
• Covariance Matrix 33%
• Type Estimator 33%
• Dimensional Time 33%
• Type Statistic 33%
• Changepoint Detection 33%
• Bootstrap Approximation 33%